Brush the baguette slices with oil then grill just on one side for 1 minute. Slice the mozzarella into 8 pieces and put on the untoasted side of the bread. Set aside.
In a small frying pan, heat the oil, then add the garlic, chilli, and anchovy. Cook on a low heat for 2 minutes, or until the anchovy melts. Turn up the heat and add the lemon juice, sugar and a grind of black pepper and let it reduce for a minute. Remove from the heat and add the lemon zest.
Grill the cheese toasts until melted. Separate the chicory leaves, and divide between 4 plates, then pour the warm dressing over the top. Scatter over the parsley and serve with the warm cheesy toasts.
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